SplitLoss: SplitLoss

In lorenzha/hdcd: High-Dimensional Changepoint Detection

Description

Caluclates the sum of the loss that results from splitting the segment at the given point

Usage

SplitLoss(x, split_point, SegmentLossFUN, start, end)

Arguments

x	A n times p matrix or data frame.
split_point	Index on which to split the segment
SegmentLossFUN	A loss function as created by closure SegmentLoss.
start	The start index of the given segment x.
end	The end index of the given segment x.

Value

Sum of the loss for both new segments after split.

lorenzha/hdcd documentation built on Sept. 2, 2018, 8:20 p.m.